jacobianComplexCF {StableEstim} | R Documentation |
Jacobian of the characteristic function of stable laws
Description
Numeric jacobian of the characteristic function (CF) as a function of
the parameter \theta
evaluated at a specific (vector) point
t
and a given value \theta
.
Usage
jacobianComplexCF(t, theta, pm = 0)
Arguments
t |
vector of (real) numbers where the jacobian of the CF is evaluated; numeric. |
theta |
vector of parameters of the stable law; vector of length 4. |
pm |
parametrisation, an integer (0 or 1); default: |
Details
The numerical derivation is obtained by a call to the function
jacobian
from package numDeriv. We have set up its
arguments by default and the user is not given the option to modify
them.
Value
a matrix length(t)
\times
4 of complex numbers.
See Also
Examples
## define the parameters
nt <- 10
t <- seq(0.1, 3, length.out = nt)
theta <- c(1.5, 0.5, 1, 0)
pm <- 0
## Compute the jacobian of the characteristic function
jack_CF <- jacobianComplexCF(t = t, theta = theta, pm = pm)
[Package StableEstim version 2.2 Index]